| Popis: |
Support Vector Machine (SVM) is a well established technique within machine learning. Over the last years, Support Vector Machines have been used across a wide range of applications. In this paper, we investigate stock prices forecasting by using a support vector machine. Forecasting of stock prices is one of the most challenging areas of research and practice in finance. As input parameters to the SVM we utilize some well-known stock technical indicators and macroeconomic variables. For evaluating the forecasting ability of SVM, we compare the results obtained by the proposed model with the actual stocks movements for a number of constituents of FTSE-100 in London. |
